Fitted Instantaneous Forward Rate 10 Years Hence (THREEFF10)

Observations

2026-05-08: 5.3511
Updated: May 12, 2026 2:03 PM CDT
Next Release Date: Not Available
2026-05-08:  5.3511  
2026-05-07:  5.3715  
2026-05-06:  5.3509  
2026-05-05:  5.4096  
2026-05-04:  5.4148  
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Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily

Fullscreen

Notes

Source: Board of Governors of the Federal Reserve System (US)  

Release: An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

Notes:

Kim and Wright (2005) produced this data by fitting a simple three-factor arbitrage-free term structure model to U.S. Treasury yields since 1990, in order to evaluate the behavior of long-term yields, distant-horizon forward rates, and term premiums. For the full paper, please go to http://www.federalreserve.gov/pubs/feds/2005/200533/200533abs.html

Suggested Citation:

Board of Governors of the Federal Reserve System (US), Fitted Instantaneous Forward Rate 10 Years Hence [THREEFF10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/THREEFF10, .

Release Tables

An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates

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Data on the nominal term structure model from Kim and Wright Academic Data

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Tags

10-Year Daily Board of Governors Rate Nation Public Domain: Citation Requested United States of America Not Seasonally Adjusted

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